Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-03-02 0.339818 0.372937 0.409054 0.451574 0.500532 0.555461 0.622209
2025-03-09 0.300210 0.342683 0.391682 0.453020 0.528655 0.620096 0.740944
2025-03-16 0.278442 0.327952 0.387727 0.466489 0.569536 0.702752 0.893240
2025-03-23 0.258531 0.312313 0.379712 0.472432 0.600117 0.775392 1.045139
2025-03-30 0.240833 0.297143 0.369963 0.473925 0.623725 0.840902 1.199210
2025-04-06 0.224568 0.282023 0.358323 0.470793 0.639448 0.896359 1.348817
2025-04-13 0.205680 0.261690 0.337550 0.452100 0.629210 0.909680 1.430446
2025-04-20 0.195831 0.252815 0.331725 0.454200 0.650410 0.975775 1.620287
2025-04-27 0.186668 0.244115 0.325256 0.454364 0.668075 1.038178 1.819020
2025-05-04 0.178287 0.235876 0.318684 0.453482 0.683513 1.098677 2.030618
2025-05-11 0.171715 0.229764 0.314712 0.456153 0.705045 1.173768 2.297745
2025-05-18 0.161569 0.217764 0.300935 0.441474 0.693846 1.182919 2.410561
2025-05-25 0.151406 0.205443 0.286264 0.424729 0.678189 1.183031 2.508426
2025-06-01 0.146542 0.200826 0.283296 0.427533 0.699344 1.264156 2.856715
2025-06-08 0.144333 0.200085 0.286336 0.440901 0.742487 1.402560 3.441596
2025-06-15 0.140782 0.197031 0.285380 0.446990 0.771878 1.516180 4.016943
2025-06-22 0.136659 0.192838 0.282241 0.448743 0.792450 1.613162 4.598759
2025-06-29 0.132028 0.187591 0.276997 0.446067 0.803125 1.687297 5.145860
2025-07-06 0.125145 0.178420 0.264613 0.428853 0.779715 1.664814 5.261454
2025-07-13 0.122036 0.175232 0.262295 0.430885 0.799963 1.769171 6.057496
2025-07-20 0.118818 0.171713 0.259190 0.431088 0.816010 1.865806 6.916360
2025-07-27 0.115639 0.168114 0.255738 0.430300 0.829611 1.958983 7.868534
2025-08-03 0.113155 0.165560 0.253986 0.432801 0.851580 2.085490 9.214480